1% Margin of Hedge Wall - The hedge wall is SpotGamma's proprietary support/resistance level. Stocks can bounce off this level or pin to it heading into expiration.
Top Gamma % Expiring this Friday – This is because large gamma positions likely have large hedging positions that act as a price magnet. After options expiration we would then look for the stock to "unpin" that high gamma area.
Most Negative Put Gamma – Large negative put gamma may be a sign that a stock is under heavy pressure from puts. When these puts expire the stock may reverse and move higher as the downside hedging pressure subsides.
Most Negative Call Gamma – Large negative call gamma may be a sign that a stock has heavy support from calls. When these calls expire the stock may reverse and move lower as the hedging support subsides.
Top Delta % Expiring this Friday - Large delta positions likely have large current hedging positions, and an expiration may cause those hedges to be unwound leading to a trend change in stock. When approaching an upcoming expiration, a stock may reverse its trend.
Largest Delta Positions - Large delta positions likely have large current hedging positions, and an expiration may cause those hedges to be unwound.
1% Margin of Key Delta Strike - Stocks which are nearing a critical hedging level for dealers. This level could indicate a point of stock prize acceleration or pinning.
Highest Put/Call Ratio - Stocks with low put call ratios may have very high levels of call positions. Traders could be very bullish on the stock and prone to buying it.
Lowest Put/Call Ratio - Stocks with high levels of put positions. Traders could be very bearish (negative) on the stock and prone to selling.
SpotGamma Pro subscribers can access SpotGamma EquityHub Scanners by selecting a scanner to filter EquityHub here.